Varonis Systems Inc (VRNS)

45.30 +0.25 (+0.55%) USD  |  NASDAQ  |  Dec 20, 16:00
45.38 +0.08 (+0.18%) After-Hours: 20:00
More

Varonis Systems Max Drawdown (5Y): 78.19% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for VRNS.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Qualys Inc 42.09%
CrowdStrike Holdings Inc 67.69%
PTC Inc 54.37%
Gen Digital Inc 48.41%
Datadog Inc 68.11%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.8355
Beta (5Y) 0.7994
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 49.41%
Historical Sharpe Ratio (5Y) 0.233
Historical Sortino (5Y) 0.3622
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.01%